help coding time/date-based strategy

• 04/15/2022 at 10:10 PM #191813
  ullle73

  i found this interesting pic in a thread here at prorealcode.

   

  Could anyone help me code following.

  • go long at the last third day of the month(T -3), exit long after 3 first day of following month (T +3)
  • go short at last 8 days of the month (T -8), exit short after 4 days (T -4)
  • SL long X
  • SL short Y

  

  ullle73

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  04/19/2022 at 11:22 AM #191876
  robertogozzi

  There you go:

  DEFPARAM CumulateOrders = FALSE LongSL = 50 * PipSize ShortSL = LongSL // IF Month <> Month[1] THEN //When the current bar's month <> previous one's then a new month just started... WeekDay = DayOfWeek //...so we need to start counting weekdays from scratch ThisMonth = Month ThisYear = Year LastDay = 31 Last3rd = 99 Last8th = 99 Tally = 0 TradeON = Not OnMarket If ThisMonth = 4 or ThisMonth = 6 or ThisMonth = 9 or ThisMonth = 11 Then LastDay = 30 Endif //Check if it's a Leap year If ThisMonth = 2 Then LastDay = 28 If ThisYear mod 4 = 0 Then If ThisYear mod 100 = 0 Then If ThisYear mod 400 = 0 Then LastDay = 29 Endif Else LastDay = 29 Endif Endif Endif //Start Counting EOM = 0 //EOM = End Of Month FOR i = 2 TO LastDay WeekDay = WeekDay + 1 If WeekDay <= 5 Then EOM = i Elsif WeekDay = 7 Then WeekDay = 0 Endif Next Endif // Last8th = EOM - 8 //Eighth Last Day of the month (it can't be known if it's a holiday) Last3rd = EOM - 3 //Third Last Day of the month (it can't be known if it's a holiday) // IF Not OnMarket AND Day > Last8th AND Day <> Day[1] AND Day < Last3rd AND TradeON THEN SELLSHORT 1 CONTRACT AT MARKET SET STOP pLOSS ShortSL TradeON = 0 Tally = 1 ENDIF IF ShortOnMarket AND Day <> Day[1] THEN Tally = Tally + 1 IF Tally >= 4 THEN Tally = 0 TradeON = 1 EXITSHORT AT MARKET ENDIF ENDIF // IF Day >= Last3rd AND Day <= LastDay AND Day > Last8th AND Day <> Day[1] AND TradeON THEN BUY 1 CONTRACT AT MARKET SET STOP pLOSS LongSL TradeON = 0 Tally = 99 ENDIF IF LongOnMarket AND Day <> Day[1] AND Tally < 3 THEN Tally = Tally + 1 IF Tally = 3 THEN Tally = 0 TradeON = 1 SELL AT MARKET ENDIF ENDIF //graph LastDay //graph Last8th //graph Last3rd //graph Day //graph Tally

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78

  DEFPARAM CumulateOrders = FALSE LongSL  = 50 * PipSize ShortSL = LongSL // IF Month <> Month[1] THEN        //When the current bar's month <> previous one's then a new month just started...    WeekDay   = DayOfWeek         //...so we need to start counting weekdays from scratch    ThisMonth = Month    ThisYear  = Year    LastDay   = 31    Last3rd   = 99    Last8th   = 99    Tally     = 0    TradeON   = Not OnMarket    If ThisMonth = 4 or ThisMonth = 6 or ThisMonth = 9 or ThisMonth = 11 Then       LastDay = 30    Endif    //Check if it's a Leap year    If ThisMonth = 2 Then       LastDay = 28       If ThisYear mod 4 = 0 Then          If ThisYear mod 100 = 0 Then             If ThisYear mod 400 = 0 Then                LastDay = 29             Endif          Else             LastDay = 29          Endif       Endif    Endif    //Start Counting    EOM = 0                            //EOM = End Of Month    FOR i = 2 TO LastDay       WeekDay = WeekDay + 1       If WeekDay <= 5 Then          EOM = i       Elsif WeekDay = 7 Then          WeekDay = 0       Endif    Next Endif // Last8th = EOM - 8    //Eighth Last Day of the month (it can't be known if it's a holiday) Last3rd = EOM - 3    //Third  Last Day of the month (it can't be known if it's a holiday) // IF Not OnMarket AND Day > Last8th AND Day <> Day[1] AND Day < Last3rd AND TradeON THEN    SELLSHORT 1 CONTRACT AT MARKET    SET STOP pLOSS ShortSL    TradeON = 0    Tally   = 1 ENDIF IF ShortOnMarket AND Day <> Day[1] THEN    Tally = Tally + 1    IF Tally >= 4 THEN       Tally  = 0       TradeON = 1       EXITSHORT AT MARKET    ENDIF ENDIF // IF Day >= Last3rd AND Day <= LastDay AND Day > Last8th AND Day <> Day[1] AND TradeON THEN    BUY 1 CONTRACT AT MARKET    SET STOP pLOSS LongSL    TradeON = 0    Tally   = 99 ENDIF IF LongOnMarket AND Day <> Day[1] AND Tally < 3 THEN    Tally = Tally + 1    IF Tally = 3 THEN       Tally   = 0       TradeON = 1       SELL AT MARKET    ENDIF ENDIF //graph LastDay //graph Last8th //graph Last3rd //graph Day //graph Tally

   

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  robertogozzi

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  04/27/2022 at 12:02 AM #192264
  ullle73

  thanks again roberto 😀

  

  ullle73

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